Martin Marietta Risk Adjusted Performance

MMX Stock  EUR 515.80  0.80  0.15%   
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Martin Marietta Materials has current Risk Adjusted Performance of 0.0475.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0475
ER[a] = Expected return on investing in Martin Marietta
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Martin Marietta Risk Adjusted Performance Peers Comparison

Martin Risk Adjusted Performance Relative To Other Indicators

Martin Marietta Materials is rated below average in risk adjusted performance category among its peers. It is regarded third in maximum drawdown category among its peers reporting about  282.77  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Martin Marietta Materials is roughly  282.77 
Compare Martin Marietta to Peers

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